While orbital analysis studies were so far mainly focused on the Galactic halo, it is possible now to do these studies in the heavily obscured region close to the Galactic Centre. We aim to do a detailed orbital analysis of stars located in the nuclear stellar disc (NSD) of the Milky Way allowing us to trace the dynamical history of this structure. We integrated orbits of the observed stars in a non-axisymmetric potential. We used a Fourier transform to estimate the orbital frequencies. We compared two orbital classifications, one made by eye and the other with an algorithm, in order to identify the main orbital families. We also compared the Lyapunov and the frequency drift techniques to estimate the chaoticity of the orbits. We identified several orbital families as chaotic, $z$-tube, $x$-tube, banana, fish, saucer, pretzel, 5:4, and 5:6 orbits. As expected for stars located in a NSD, the large majority of orbits are identified as $z$-tubes (or as a sub-family of $z$-tubes). Since the latter are parented by $x_ $ orbits, this result supports the contribution of the bar (in which $x_ $ orbits are dominant in the inner region) in the formation of the NSD. Moreover, most of the chaotic orbits are found to be contaminants from the bar or bulge which would confirm the predicted contamination from the most recent NSD models. Based on a detailed orbital analysis, we were able to classify orbits into various families, most of which are parented by $x_ $-type orbits, which are dominant in the inner part of the bar.